+148.1%
XRT vs TMF
-84.4%
+232.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | +7.9% | +19.7% | -11.8% | +8.9% |
| 3M | -0.2% | -2.1% | +1.9% | -0.3% |
| 6M | +5.6% | -13.4% | +19.0% | +4.7% |
| YTD | +5.7% | -16.7% | +22.4% | +4.6% |
| 1Y | +14.6% | -23.3% | +37.9% | +12.8% |
| 3Y | +50.7% | -24.8% | +75.5% | +50.1% |
| 5Y | -4.8% | -88.0% | +83.2% | -27.1% |
| All | +148.1% | -84.4% | +232.5% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling